gmap
Basis transformation of a model.
Description
Transform the basis for the state by a given invertible matrix.
Usage
Required Arguments
- g
-
An invertible matrix
- model
-
An object of class TSmodel.
Value
An equivalent model transformed using g.
Details
If the input model is in state space form g is a change of basis
for the state. If the input model is in ARMA form then the
polynomials are premultiplied by g. If g is a scalar it is treated
as a diagonal matrix.
Examples
return to Table of Contents